Tour v526
ZS
ZSCALER INC
$172.73 -3.16%
$177.50 (+2.76%)🌙
as of 09/02 06:01 PM
9/2 18:01

Option Volume

Detail
Current (09/02) 19,905
Calls: 12,187 (61%)
Puts: 7,718 (39%)
Prior (09/01) 14,182
Calls: 7,099 (50%)
Puts: 7,083 (50%)
Current vs Prior +40.35%
Calls: +71.67% (Calls)
Puts: +8.97% (Puts)
Prior 7-Day Total 127,539
Calls: 70,938 (56%)
Puts: 56,601 (44%)
Prior 7-Day Average 18,219
Calls: 10,134 (56%)
Puts: 8,085 (44%)
Current vs Prior 7-Day Avg +9.25%
Calls: +20.26%
Puts: -4.55%
Sentiment BULLISH

Dollar Volume

Detail
Current (09/02) $14.51M
Calls: $8.44M (58%)
Puts: $6.08M (42%)
Prior (09/01) $10.95M
Calls: $6.34M (58%)
Puts: $4.61M (42%)
Current vs Prior +32.54%
Calls: +32.97%
Puts: +31.95%
Prior 7-Day Total $82.60M
Calls: $55.39M (67%)
Puts: $27.21M (33%)
Prior 7-Day Average $11.80M
Calls: $7.91M (67%)
Puts: $3.89M (33%)
Current vs Prior 7-Day Avg +22.99%
Calls: +6.61%
Puts: +56.33%
Sentiment BULLISH

Put/Call Ratio

Detail
Current (09/02) 0.63
Prior (09/01) 1.00
Current vs Prior -36.53%
Prior 7-Day Average 0.85
Current vs Prior 7-Day Avg -25.11%
Sentiment BULLISH

Open Interest

Detail
Current (09/02) 211,907
Calls: 115,962 (55%)
Puts: 95,945 (45%)
Prior (09/01) 104,794
Calls: 61,055 (58%)
Puts: 43,739 (42%)
Current vs Prior +102.21%
Prior 7-Day Total 725,317
Calls: 424,362 (59%)
Puts: 300,955 (41%)
Prior 7-Day Average 103,616
Calls: 60,623 (59%)
Puts: 42,993 (41%)
Current vs Prior 7-Day Avg +104.51%
Sentiment BEARISH

Expected Move

Detail
Expiry (09/04) | Next (09/11)Expiry (09/18) | Next (10/16)
Current 13.61% | 14.77%15.88% | 19.68%
Prior 14.27% | 15.09%16.04% | 20.22%
Current vs Prior -4.65% | -2.14%-0.99% | -2.63%
Prior 7-Day Avg 8.73% | 14.87%14.31% | 20.28%
Current vs 7-Day Avg +55.92% | -0.66%+10.96% | -2.92%
Prior 7-Day Eod 14.27% | 15.09%16.04% | 20.22%
Current vs 7-Day Eod -4.65% | -2.14%-0.99% | -2.63%
Sentiment BULLISHBULLISH

Relative Spread

Detail
Expiry | Next
Current 7.12% | 5.18%
Calls: 6.28% | 4.13%
Puts: 7.96% | 6.23%
Prior 38.52% | 10.18%
Calls: 30.38% | 4.98%
Puts: 46.67% | 15.38%
Current vs Prior -81.52% | -49.12%
Prior 7-Day Avg 24.39% | 9.39%
Calls: 19.86% | 6.14%
Puts: 28.91% | 12.63%
Current vs 7-Day Avg -70.80% | -44.82%
Liquidity Pricy
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🤖 AI Insights

Bullish P/C ratio of 0.63. P/C ratio dropping 37% - sentiment shifting bullish. Rising open interest (up 102%) indicates new positions being established.

Smart Money BULLISH
Retail Flow BULLISH
Overall BULLISH
Dollar Volume
Option Volume
Put/Call Ratio
Open Interest
Expected Move
Current BULLISH
Prior BULLISH
7-Day Avg BULLISH
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current BULLISH
Prior NEUTRAL
7-Day Avg NEUTRAL
Current NEUTRAL
Prior BULLISH
7-Day Avg NEUTRAL
Current BEARISH
Prior BULLISH
7-Day Avg BULLISH

📈 Options Analysis

🎯 Tightest Spreads
💰 Best Value Under $1
📊 High Delta (ITM)
🔥 High Volume
Backwardation
📈 Debit Spreads
📉 Credit Spreads
📅 Calendar Spreads
Straddles
🔀 Strangles
🦅 Iron Condors
🦋 Butterflies
⚖️ Ratio Spreads
🛡️ Covered Calls

Options with the tightest bid-ask spreads (<10%). Lower spreads = better fills and less slippage. Showing top 30 of results (avg 8.0%, best 4.6%)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1110.7011.20$10.954.6%5770.52153
$175.00Sep 410.0010.50$10.254.9%1.1K0.50190
$172.50Sep 411.0511.65$11.355.3%5100.5453
$190.00Sep 186.456.85$6.656.0%2750.341.7K
$187.50Sep 45.606.05$5.827.7%300.34165
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 411.8512.45$12.154.9%960.50180
$170.00Sep 49.209.75$9.485.8%1050.43281
$162.50Sep 46.006.40$6.206.5%400.32271
$175.00Sep 1112.5013.35$12.936.6%7020.49171
$157.50Sep 44.204.50$4.356.9%190.25293

Affordable options under $1.00 per contract. Great for defined-risk strategies with minimal capital. -- found (avg $--, cheapest $--)

No options available for this category

In-the-money options with delta >0.50. Higher probability of profit, lower leverage. 109 found (avg delta 0.69, highest 0.92)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$139.00Sep 1134.0037.35$35.679.4%--0.9235
$139.00Sep 433.5036.50$35.008.6%--0.9219
$140.00Sep 432.6035.95$34.289.8%--0.9226
$140.00Sep 1133.0036.50$34.7510.1%--0.9261
$141.00Sep 431.6534.85$33.259.6%--0.9215
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$205.00Sep 1132.6537.00$34.8312.5%150.8211
$205.00Sep 1833.7037.50$35.6010.7%150.802
$200.00Sep 428.1031.50$29.8011.4%200.7912
$200.00Sep 1128.5032.00$30.2511.6%300.781
$197.50Sep 426.4530.00$28.2312.6%200.7722

Most actively traded options today. High liquidity = easy entry/exit. 213 active (total vol 13.0K, top 1.4K)

CALLS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$200.00Sep 42.923.25$3.0910.7%1.4K0.211.3K
$175.00Sep 410.0010.50$10.254.9%1.1K0.50190
$200.00Sep 113.454.10$3.7817.2%6430.23296
$175.00Sep 1110.7011.20$10.954.6%5770.52153
$172.50Sep 411.0511.65$11.355.3%5100.5453
PUTS (5)
StrikeExpiryBidAskMarkSpreadVolDeltaOI
$175.00Sep 1813.2514.50$13.889.0%7220.481.1K
$175.00Sep 1112.5013.35$12.936.6%7020.49171
$150.00Sep 42.212.50$2.3612.3%4670.16606
$145.00Sep 41.311.50$1.4113.5%3250.11436
$140.00Sep 40.660.83$0.7522.7%2400.06219

Term structure inversion — near-term IV higher than far-term IV at the same strike. Signals expected near-term catalyst or volatility event. 46 strikes (avg 199.9%, max 241.4%)

CALLS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 4Oct 16219.8%64.4%241.4%26154
$160.00Sep 4Oct 16217.0%63.7%240.9%1480
$185.00Sep 4Oct 16223.8%66.4%237.0%139465
$195.00Sep 4Oct 16227.0%67.4%236.9%143256
$170.00Sep 4Oct 16217.2%64.7%235.6%187211
PUTS (5)
StrikeNear ExpFar ExpNear IVFar IVBack%VolOI
$165.00Sep 4Oct 16219.8%64.4%241.4%51696
$160.00Sep 4Oct 16217.0%63.7%240.9%330665
$185.00Sep 4Oct 16223.8%66.4%237.0%6281
$170.00Sep 4Oct 16217.2%64.7%235.6%115375
$175.00Sep 4Oct 16226.0%67.7%234.0%101342

Bull call spreads & bear put spreads with the best risk/reward ratios. Pay a debit upfront, defined max loss. 187 found (best R:R 0.57, avg 2.23)

BULL CALL (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$145.00$170.00Oct 2$15.95$9.05$15.9585%0.57$160.95
$150.00$167.50Sep 25$11.38$6.12$11.3880%0.54$161.38
$160.00$165.00Oct 16$1.93$3.07$1.9368%1.59$161.93
$150.00$155.00Oct 16$2.93$2.07$2.9378%0.71$152.93
$200.00$205.00Oct 2$0.45$4.55$0.4528%10.11$200.45
BEAR PUT (5)
BuySellExpiryDebitMax GainMax LossPOPR:RBE
$187.50$185.00Sep 4$0.93$1.57$0.9366%1.69$186.57
$160.00$157.50Oct 2$0.27$2.23$0.2731%8.26$159.73
$165.00$162.50Oct 2$0.42$2.08$0.4237%4.95$164.58
$182.50$180.00Sep 4$1.03$1.47$1.0360%1.43$181.47
$177.50$175.00Sep 25$0.83$1.67$0.8351%2.01$176.67

Bear call spreads & bull put spreads collecting premium. Receive credit upfront, profit if stock stays in range. 132 found (best R:R 0.33, avg 0.58)

BEAR CALL (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$202.50$205.00Sep 4$0.84$0.84$1.6680%0.51$203.34
$192.50$195.00Sep 18$1.10$1.10$1.4068%0.79$193.60
$180.00$182.50Sep 11$1.44$1.44$1.0654%1.36$181.44
$175.00$177.50Sep 4$1.40$1.40$1.1050%1.27$176.40
$182.50$185.00Sep 11$1.15$1.15$1.3558%0.85$183.65
BULL PUT (5)
SellBuyExpiryCreditMax GainMax LossPOPR:RBE
$150.00$140.00Oct 9$2.50$2.50$7.5078%0.33$147.50
$162.50$160.00Oct 2$1.78$1.78$0.7266%2.47$160.72
$165.00$162.50Sep 18$1.75$1.75$0.7564%2.33$163.25
$152.50$150.00Oct 2$1.25$1.25$1.2576%1.00$151.25
$165.00$162.50Sep 25$1.55$1.55$0.9564%1.63$163.45

Same strike, different expirations. Sell near-term, buy far-term. Profits from time decay differential. 22 found (avg debit $0.75, cheapest $0.70)

CALLS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Sep 4Sep 11$0.70226.0%107.3%
$182.50Sep 4Sep 11$0.73226.8%108.9%
$185.00Sep 4Sep 11$0.53223.8%105.9%
$187.50Sep 4Sep 11$0.91226.2%111.0%
$172.50Sep 4Sep 11$1.23224.7%110.0%
PUTS (5)
StrikeNear ExpFar ExpNet DebitNear IVFar IV
$175.00Sep 4Sep 11$0.78226.0%107.3%
$182.50Sep 4Sep 11$0.25226.8%108.9%
$187.50Sep 4Sep 11$0.65226.2%111.0%
$172.50Sep 4Sep 11$0.22224.7%110.0%
$190.00Sep 4Sep 11$0.92223.7%111.6%

Buy call + put at the same strike and expiry. Profits from large moves in either direction. 63 found (cheapest 12.97% of stock, avg 15.52%)

StrikeExpiryCall$Put$TotalBE LowBE HighCost%
$175.00Sep 4$10.25$12.15$22.40$152.60$197.4012.97%
$167.50Sep 4$14.02$8.43$22.45$145.05$189.9513.00%
$170.00Sep 4$13.00$9.48$22.48$147.52$192.4813.01%
$172.50Sep 4$11.35$11.13$22.48$150.02$194.9813.01%
$165.00Sep 4$15.23$7.33$22.56$142.44$187.5613.06%
$177.50Sep 4$8.85$13.80$22.65$154.85$200.1513.11%
$162.50Sep 4$17.00$6.20$23.20$139.30$185.7013.43%
$167.50Sep 11$14.80$8.95$23.75$143.75$191.2513.75%
$170.00Sep 11$13.80$9.98$23.78$146.22$193.7813.77%
$165.00Sep 11$16.10$7.75$23.85$141.15$188.8513.81%

Buy OTM call + OTM put at different strikes. Cheaper than straddles, needs bigger move to profit. 170 found (cheapest 7.61% of stock, avg 11.63%)

Call KPut KExpiryCall$Put$TotalBE LowBE High
$187.50$165.00Sep 4$5.82$7.33$13.15$151.85$200.65
$185.00$165.00Sep 4$6.45$7.33$13.78$151.22$198.78
$200.00$157.50Oct 9$6.43$8.00$14.43$143.07$214.43
$187.50$165.00Sep 11$6.73$7.75$14.48$150.52$201.98
$200.00$155.00Oct 16$7.20$7.15$14.35$140.65$214.35
$187.50$167.50Sep 4$5.82$8.43$14.25$153.25$201.75
$185.00$165.00Sep 11$6.98$7.75$14.73$150.27$199.73
$185.00$167.50Sep 4$6.45$8.43$14.88$152.62$199.88
$182.50$165.00Sep 4$7.40$7.33$14.73$150.27$197.23
$200.00$160.00Oct 9$6.43$8.65$15.08$144.92$215.08

Sell OTM put spread + OTM call spread. Collect premium, profit if stock stays between breakevens. 159 found (best R:R 4.56, avg credit $1.39)

Put SpreadCall SpreadExpiryCreditMax LossPOPR:RBE LowBE High
158/160192/195Sep 18$2.05$0.4538%4.56$157.95$194.55
152/155192/195Sep 18$1.85$0.6543%2.85$153.15$194.35
158/160190/192Sep 11$1.90$0.6038%3.17$158.10$191.90
150/152192/195Sep 18$1.67$0.8346%2.01$150.83$194.17
158/160200/202Sep 11$1.60$0.9048%1.78$158.40$201.60
158/160198/200Sep 18$1.65$0.8543%1.94$158.35$199.15
160/162192/195Sep 18$1.82$0.6835%2.68$160.68$194.32
155/158192/195Sep 18$1.63$0.8741%1.87$155.87$194.13
152/155198/200Sep 18$1.45$1.0548%1.38$153.55$198.95
150/155195/200Oct 9$3.18$1.8239%1.75$151.82$198.18

Buy lower + upper strikes, sell 2x middle strike. Low cost, max profit at the middle strike at expiry. 108 found (best R:R 82.33, cheapest $0.05)

CALLS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$175.00$180.00$185.00Oct 16$0.06$4.9410%82.33
$170.00$175.00$180.00Oct 16$0.09$4.9110%54.56
$185.00$190.00$195.00Oct 16$0.07$4.938%70.43
$195.00$200.00$205.00Sep 25$0.15$4.859%32.33
$185.00$190.00$195.00Oct 2$0.21$4.7910%22.81
PUTS (5)
LowMidHighExpiryDebitMax GainPOPR:R
$165.00$170.00$175.00Oct 16$0.10$4.9010%49.00
$150.00$155.00$160.00Oct 16$0.13$4.8710%37.46
$140.00$145.00$150.00Oct 16$0.14$4.869%34.71
$160.00$165.00$170.00Oct 16$0.20$4.8010%24.00
$177.50$180.00$182.50Sep 18$0.07$2.436%34.71

Buy 1 option, sell 2 at a different strike (1:2 ratio). Can be entered for a credit. Unlimited risk on naked leg. 33 found (best net $-1.15, 32 credits)

CALLS (5)
Buy KSell KRatioExpiryNetMax Gain
$150.00$167.501:2Sep 25-$4.87$12.63
$175.00$190.001:2Oct 9-$2.79$12.21
$202.50$205.001:2Sep 4-$1.40$1.10
$195.00$200.001:2Sep 11-$2.53$2.47
$200.00$205.001:2Sep 18-$2.47$2.53
PUTS (5)
Buy KSell KRatioExpiryNetMax Gain
$197.50$175.001:2Oct 9-$1.15$21.35
$150.00$140.001:2Oct 9-$0.20$9.80
$145.00$140.001:2Sep 25-$0.89$4.11
$150.00$145.001:2Sep 18-$1.06$3.94
$142.00$141.001:2Sep 4-$0.58$0.42

Sell OTM calls against 100 shares you own. Collect premium for income, capped upside at strike. Yield% = premium/stock price. 67 found (best yield 6.14%, avg 3.92%)

StrikeExpiryBidDeltaOTM%Yield%If Called%VolOI
$185.00Oct 16$10.600.437.1%6.14%13.24%438
$190.00Oct 16$9.000.3910.0%5.21%15.21%2149
$200.00Oct 16$6.650.3115.8%3.85%19.64%2138
$180.00Oct 16$11.500.484.2%6.66%10.87%1960
$175.00Oct 16$13.750.531.3%7.96%9.27%223
$175.00Oct 9$13.150.531.3%7.61%8.93%16
$192.50Oct 9$6.950.3611.4%4.02%15.47%10--
$195.00Oct 9$6.400.3412.9%3.71%16.60%114
$195.00Oct 16$6.150.3512.9%3.56%16.45%2329
$180.00Oct 2$10.150.474.2%5.88%10.09%112

Current 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Prior's 5-Minute Volume Snapshots

Time (HH:MM) Total Volume Call Volume Put Volume Volume Change
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Current Put/Call Breakdown

Total Calls 12,187
Total Puts 7,718
Put/Call Ratio 0.63
Net Difference 4,469

Prior's Put/Call Breakdown

Total Calls 7,099
Total Puts 7,083
Put/Call Ratio 1.00
Net Difference 16

Prior 7-Day Put/Call Summary

Total Calls 70,938
Total Puts 56,601
Average Put/Call Ratio 0.85
Ratio Trend Falling

Daily Put/Call History (Last 7 Days)

Date Calls Puts Ratio Net Diff
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Upcoming Earnings - 2 Weeks Prior

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Upcoming Earnings - 1 Week Prior

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Earnings This Week

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Earnings - Day Before / Day After

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Options Activity Around Earnings

Ticker Earnings Date Days Away Call Volume Put Volume IV Rank
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Chart Title

Price — Past 7 Days

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